Golden Butterfly

6382a8dd808f12399b2ac03a

Asset Report

Selected Assets

Asset ID Name Earliest
Return Date
Latest
Return Date
Type
VTI Vanguard Total Stock Market ETF 2001-06-01 2023-05-24 ETF
VIOV Vanguard S&P Small-Cap 600 Value ETF 2010-09-10 2023-05-24 ETF
VGLT Vanguard Long-Term Treasury ETF 2010-01-05 2023-05-24 ETF
VGSH Vanguard Short-Term Treasury ETF 2009-11-24 2023-05-24 ETF
GLDM SPDR Gold MiniShares Trust 2018-06-27 2023-05-24 ETF
Benchmark
5f456687fedae83924931071 Simple 60/40 2008-03-31 2023-05-24 Portfolio

Periodic Metrics

1 Day 1 Week 1 Month 3 Months 1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
VTI -1.65 0.34 -0.33 1.31 3.30 10.70 7.74 9.09 6.46 2001-06-01
VIOV -1.13 1.65 -2.48 -10.35 -3.57 16.54 3.23 7.77 10.39 2010-09-10
VGLT -0.13 -1.57 -2.14 -0.28 -7.36 -9.93 -0.16 1.18 3.45 2010-01-05
VGSH -0.13 -0.48 -0.13 1.18 0.16 -0.88 0.97 0.68 0.78 2009-11-24
GLDM -0.69 -1.54 -1.19 7.37 5.59 3.94 9.26 2018-06-27
Benchmark -1.13 -0.53 -0.85 1.20 1.39 4.75 3.96 4.62 4.37 2008-03-31
1 Week 1 Month 3 Months 1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
VTI 0.85 0.83 0.85 19.53 17.51 19.65 16.04 17.66 2001-06-01
VIOV 1.30 1.19 1.22 21.18 23.08 24.87 20.26 20.65 2010-09-10
VGLT 0.25 0.75 0.75 13.19 11.54 11.99 10.91 11.44 2010-01-05
VGSH 0.06 0.16 0.23 2.60 1.70 1.52 1.26 1.21 2009-11-24
GLDM 0.78 0.81 1.02 15.27 15.21 14.75 2018-06-27
Benchmark 0.40 0.40 0.41 10.69 9.40 10.32 8.76 11.48 2008-03-31
1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
VTI 0.36 0.98 0.75 0.83 0.62 2001-06-01
VIOV -0.25 1.52 0.44 0.76 0.99 2010-09-10
VGLT -0.70 -0.97 -0.02 0.10 0.31 2010-01-05
VGSH -0.09 0.08 0.06 0.07 2009-11-24
GLDM 0.52 0.37 0.83 2018-06-27
Benchmark 0.12 0.41 0.35 0.40 0.39 2008-03-31

Correlation Matrix

VTI VIOV VGLT VGSH GLDM
VTI 1 0.83 -0.25 -0.14 0.09
VIOV 0.83 1 -0.29 -0.18 0.03
VGLT -0.25 -0.29 1 0.59 0.31
VGSH -0.14 -0.18 0.59 1 0.37
GLDM 0.09 0.03 0.31 0.37 1
Documentation

Policy Report

Expected Risk

9.2%

Unique Bets

2.53

Back Test Report

Key Statistics

Returns

Portfolio
5.91%
Benchmark
4.42%

Risk

Portfolio
9.13%
Benchmark
10.63%

Sharpe Ratio

Portfolio
0.29
Benchmark
0.13

Excess Returns

1.49%

Tracking Error

5.43%

Risk Free Rate

3.52%

Growth

Assets

Benchmark and Factor Model

Historical Weights

Documentation

Efficient Frontier

Documentation

Return Distribution

Excess Kurtosis

6.76

Skew

-0.54

Excess Kurtosis

6.25

Excess Skew

-0.07

Documentation

Factor Analysis

Factor Coefficients

Intercept

0.0001

Adjusted R2

0.9

Documentation

Factor Attribution

Documentation